Gaussian mixture vector autoregression

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@article{8fe0e925a78b42b7bb69cb673f0bde63,

title = "Gaussian mixture vector autoregression",

keywords = "511 Economics",

author = "Kalliovirta, {Leena Kaarina} and Meitz, {Mika Harri} and Saikkonen, {Pentti Juhani}",

year = "2016",

month = jun,

doi = "10.1016/j.jeconom.2016.02.012",

language = "English",

volume = "192",

pages = "485--498",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

number = "2",

}

TY - JOUR

T1 - Gaussian mixture vector autoregression

AU - Kalliovirta, Leena Kaarina

AU - Meitz, Mika Harri

AU - Saikkonen, Pentti Juhani

PY - 2016/6

Y1 - 2016/6

KW - 511 Economics

U2 - 10.1016/j.jeconom.2016.02.012

DO - 10.1016/j.jeconom.2016.02.012

M3 - Article

VL - 192

SP - 485

EP - 498

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 2

ER -